+203.1%
SIMO vs ES
+50.7%
+152.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.1% | -16.5% | -14.1% |
| 7D | -31.4% | +5.9% | -37.3% | -30.8% |
| 30D | -45.2% | +10.2% | -55.4% | -44.5% |
| 3M | -36.5% | +0.4% | -36.9% | -36.0% |
| 6M | -34.2% | +6.9% | -41.1% | -33.7% |
| YTD | +69.9% | +10.5% | +59.4% | +71.2% |
| 1Y | +60.4% | +3.2% | +57.2% | +61.7% |
| All | +203.1% | +50.7% | +152.5% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling